High order expansions for renewal functions and applications to ruin theory

DOI10.1214/16-AAP1261zbMath1373.60150arXiv1611.09197MaRDI QIDQ1676444

Rabehasaina Landy, Dombry Clément

Publication date: 7 November 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.09197

zbMATH Keywords

ruin probabilityrenewal processrenewal functioncompound Poisson modelCramér-Lundberg approximation

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items (3)

Pandemic-type failures in multivariate Brownian risk models ⋮ Simultaneous ruin probability for two-dimensional brownian risk model ⋮ On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues

This page was built for publication: High order expansions for renewal functions and applications to ruin theory